arXiv:2506.03176cs.LG2025-06IJCAI被引 1

用简单方法提升现有时间序列模型性能,效果显著且成本低。

Non-collective Calibrating Strategy for Time Series Forecasting

  • 为每个预测目标独立优化,避免多目标冲突
  • 在多个数据集上实现最高22%的性能提升
  • 适配任意深度模型,无需重训练

基于深度学习的时间序列预测方法已取得显著进展。然而,时间序列的复杂动态使得设计最优模型架构缺乏通用规律。本文认为,通过一种通用校准策略优化已有先进模型,可在极低资源消耗下带来显著收益,远优于从头设计和训练新模型。研究发现,校准过程中存在多目标学习冲突:在不同时间步优化变量时会削弱模型的学习能力。为此,提出创新的校准策略Socket+Plug(SoP):每个Plug内保留独立优化器与早停监控,同时冻结已完全训练的Socket主干。该方法具有模型无关性,可直接用于任何已训练的深度预测模型,不依赖具体架构。在多个时间序列基准及时空气象数据集ERA5上的大量实验表明,SoP有效提升性能,即使使用简单的MLP作为Plug,也能实现最高22%的改进(见图1)。代码已开源:https://github.com/hanyuki23/SoP。

原文摘要 · Abstract (English)

Deep learning-based approaches have demonstrated significant advancements in time series forecasting. Despite these ongoing developments, the complex dynamics of time series make it challenging to establish the rule of thumb for designing the golden model architecture. In this study, we argue that refining existing advanced models through a universal calibrating strategy can deliver substantial benefits with minimal resource costs, as opposed to elaborating and training a new model from scratch. We first identify a multi-target learning conflict in the calibrating process, which arises when optimizing variables across time steps, leading to the underutilization of the model's learning capabilities. To address this issue, we propose an innovative calibrating strategy called Socket+Plug (SoP). This approach retains an exclusive optimizer and early-stopping monitor for each predicted target within each Plug while keeping the fully trained Socket backbone frozen. The model-agnostic nature of SoP allows it to directly calibrate the performance of any trained deep forecasting models, regardless of their specific architectures. Extensive experiments on various time series benchmarks and a spatio-temporal meteorological ERA5 dataset demonstrate the effectiveness of SoP, achieving up to a 22% improvement even when employing a simple MLP as the Plug (highlighted in Figure 1). Code is available at https://github.com/hanyuki23/SoP.

时间序列模型校准深度学习性能提升

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